One month forward Gilt rates peak at 5.72% this week, compared to 5.60% the previous week. The 2-year/10-year United Kingdom Gilt spread closed the week at 0.059%, compared to 0.075% one week prior.

The Treasury curve was down 2 basis points at 2 years and was down 8 basis points at 10 years over the last week. As a result, the current negative 2-year/10-year Treasury spread widened to negative ...